Second-Order Belief Hidden Markov Models

Hidden Markov Models (HMMs) are learning methods for pattern recognition. The probabilistic HMMs have been one of the most used techniques based on the Bayesian model. First-order probabilistic HMMs were adapted to the theory of belief functions such that Bayesian probabilities were replaced with mass functions. In this paper, we present a second-order Hidden Markov Model using belief functions. Previous works in belief HMMs have been focused on the first-order HMMs. We extend them to the second-order model

A compact statistical model of the song syntax in Bengalese finch

Songs of many songbird species consist of variable sequences of a finite number of syllables. A common approach for characterizing the syntax of these complex syllable sequences is to use transition probabilities between the syllables. This is equivalent to the Markov model, in which each syllable is associated with one state, and the transition probabilities between the states do not depend on the state transition history. Here we analyze the song syntax in a Bengalese finch. We show that the Markov model fails to capture the statistical properties of the syllable sequences. Instead, a state transition model that accurately describes the statistics of the syllable sequences includes adaptation of the self-transition probabilities when states are repeatedly revisited, and allows associations of more than one state to the same syllable. Such a model does not increase the model complexity significantly. Mathematically, the model is a partially observable Markov model with adaptation (POMMA). The success of the POMMA supports the branching chain network hypothesis of how syntax is controlled within the premotor song nucleus HVC, and suggests that adaptation and many-to-one mapping from neural substrates to syllables are important features of the neural control of complex song syntax

Networked buffering: a basic mechanism for distributed robustness in complex adaptive systems

A generic mechanism - networked buffering - is proposed for the generation of robust traits in complex systems. It requires two basic conditions to be satisfied: 1) agents are versatile enough to perform more than one single functional role within a system and 2) agents are degenerate, i.e. there exists partial overlap in the functional capabilities of agents. Given these prerequisites, degenerate systems can readily produce a distributed systemic response to local perturbations. Reciprocally, excess resources related to a single function can indirectly support multiple unrelated functions within a degenerate system. In models of genome:proteome mappings for which localized decision-making and modularity of genetic functions are assumed, we verify that such distributed compensatory effects cause enhanced robustness of system traits. The conditions needed for networked buffering to occur are neither demanding nor rare, supporting the conjecture that degeneracy may fundamentally underpin distributed robustness within several biotic and abiotic systems. For instance, networked buffering offers new insights into systems engineering and planning activities that occur under high uncertainty. It may also help explain recent developments in understanding the origins of resilience within complex ecosystems. \ud \u

The effect of asymmetries on stock index return value-at-risk estimates

It is widely accepted that equity return volatility increases more following negative shocks rather than positive shocks. However, much of value-at-risk (VaR) analysis relies on the assumption that returns are normally distributed (a symmetric distribution). This article considers the effect of asymmetries on the evaluation and accuracy of VaR by comparing estimates based on various models

Biophysics and systems biology

Biophysics at the systems level, as distinct from molecular biophysics, acquired its most famous paradigm in the work of Hodgkin and Huxley, who integrated their equations for the nerve impulse in 1952. Their approach has since been extended to other organs of the body, notably including the heart. The modern field of computational biology has expanded rapidly during the first decade of the twenty-first century and, through its contribution to what is now called systems biology, it is set to revise many of the fundamental principles of biology, including the relations between genotypes and phenotypes. Evolutionary theory, in particular, will require re-assessment. To succeed in this, computational and systems biology will need to develop the theoretical framework required to deal with multilevel interactions. While computational power is necessary, and is forthcoming, it is not sufficient. We will also require mathematical insight, perhaps of a nature we have not yet identified. This article is therefore also a challenge to mathematicians to develop such insights